| Trading Metrics calculated at close of trading on 30-Aug-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Aug-2023 |
30-Aug-2023 |
Change |
Change % |
Previous Week |
| Open |
16,004.0 |
16,041.0 |
37.0 |
0.2% |
15,827.0 |
| High |
16,150.0 |
16,114.0 |
-36.0 |
-0.2% |
16,040.0 |
| Low |
16,004.0 |
16,016.0 |
12.0 |
0.1% |
15,787.0 |
| Close |
16,125.0 |
16,087.0 |
-38.0 |
-0.2% |
15,823.0 |
| Range |
146.0 |
98.0 |
-48.0 |
-32.9% |
253.0 |
| ATR |
145.7 |
143.1 |
-2.6 |
-1.8% |
0.0 |
| Volume |
63 |
48 |
-15 |
-23.8% |
216 |
|
| Daily Pivots for day following 30-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
16,366.3 |
16,324.7 |
16,140.9 |
|
| R3 |
16,268.3 |
16,226.7 |
16,114.0 |
|
| R2 |
16,170.3 |
16,170.3 |
16,105.0 |
|
| R1 |
16,128.7 |
16,128.7 |
16,096.0 |
16,149.5 |
| PP |
16,072.3 |
16,072.3 |
16,072.3 |
16,082.8 |
| S1 |
16,030.7 |
16,030.7 |
16,078.0 |
16,051.5 |
| S2 |
15,974.3 |
15,974.3 |
16,069.0 |
|
| S3 |
15,876.3 |
15,932.7 |
16,060.1 |
|
| S4 |
15,778.3 |
15,834.7 |
16,033.1 |
|
|
| Weekly Pivots for week ending 25-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
16,642.3 |
16,485.7 |
15,962.2 |
|
| R3 |
16,389.3 |
16,232.7 |
15,892.6 |
|
| R2 |
16,136.3 |
16,136.3 |
15,869.4 |
|
| R1 |
15,979.7 |
15,979.7 |
15,846.2 |
15,931.5 |
| PP |
15,883.3 |
15,883.3 |
15,883.3 |
15,859.3 |
| S1 |
15,726.7 |
15,726.7 |
15,799.8 |
15,678.5 |
| S2 |
15,630.3 |
15,630.3 |
15,776.6 |
|
| S3 |
15,377.3 |
15,473.7 |
15,753.4 |
|
| S4 |
15,124.3 |
15,220.7 |
15,683.9 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
16,150.0 |
15,814.0 |
336.0 |
2.1% |
120.4 |
0.7% |
81% |
False |
False |
40 |
| 10 |
16,150.0 |
15,692.0 |
458.0 |
2.8% |
105.8 |
0.7% |
86% |
False |
False |
56 |
| 20 |
16,250.0 |
15,692.0 |
558.0 |
3.5% |
91.4 |
0.6% |
71% |
False |
False |
33 |
| 40 |
16,716.0 |
15,692.0 |
1,024.0 |
6.4% |
87.5 |
0.5% |
39% |
False |
False |
25 |
| 60 |
16,716.0 |
15,692.0 |
1,024.0 |
6.4% |
80.8 |
0.5% |
39% |
False |
False |
22 |
| 80 |
16,716.0 |
15,692.0 |
1,024.0 |
6.4% |
68.4 |
0.4% |
39% |
False |
False |
17 |
| 100 |
16,716.0 |
15,692.0 |
1,024.0 |
6.4% |
59.5 |
0.4% |
39% |
False |
False |
14 |
| 120 |
16,716.0 |
15,077.0 |
1,639.0 |
10.2% |
51.2 |
0.3% |
62% |
False |
False |
11 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
16,530.5 |
|
2.618 |
16,370.6 |
|
1.618 |
16,272.6 |
|
1.000 |
16,212.0 |
|
0.618 |
16,174.6 |
|
HIGH |
16,114.0 |
|
0.618 |
16,076.6 |
|
0.500 |
16,065.0 |
|
0.382 |
16,053.4 |
|
LOW |
16,016.0 |
|
0.618 |
15,955.4 |
|
1.000 |
15,918.0 |
|
1.618 |
15,857.4 |
|
2.618 |
15,759.4 |
|
4.250 |
15,599.5 |
|
|
| Fisher Pivots for day following 30-Aug-2023 |
| Pivot |
1 day |
3 day |
| R1 |
16,079.7 |
16,078.0 |
| PP |
16,072.3 |
16,069.0 |
| S1 |
16,065.0 |
16,060.0 |
|